FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	6,369.5	6,291.5	-78.0	-1.2%	6,531.5
High	6,375.5	6,363.5	-12.0	-0.2%	6,562.5
Low	6,264.5	6,261.0	-3.5	-0.1%	6,271.0
Close	6,331.0	6,309.0	-22.0	-0.3%	6,396.5
Range	111.0	102.5	-8.5	-7.7%	291.5
ATR	95.3	95.8	0.5	0.5%	0.0
Volume	118,570	166,916	48,346	40.8%	570,203

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,618.5	6,566.5	6,365.5
R3	6,516.0	6,464.0	6,337.0
R2	6,413.5	6,413.5	6,328.0
R1	6,361.5	6,361.5	6,318.5	6,387.5
PP	6,311.0	6,311.0	6,311.0	6,324.0
S1	6,259.0	6,259.0	6,299.5	6,285.0
S2	6,208.5	6,208.5	6,290.0
S3	6,106.0	6,156.5	6,281.0
S4	6,003.5	6,054.0	6,252.5

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,284.5	7,132.0	6,557.0
R3	6,993.0	6,840.5	6,476.5
R2	6,701.5	6,701.5	6,450.0
R1	6,549.0	6,549.0	6,423.0	6,479.5
PP	6,410.0	6,410.0	6,410.0	6,375.0
S1	6,257.5	6,257.5	6,370.0	6,188.0
S2	6,118.5	6,118.5	6,343.0
S3	5,827.0	5,966.0	6,316.5
S4	5,535.5	5,674.5	6,236.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,422.5	6,261.0	161.5	2.6%	104.0	1.6%	30%	False	True	127,852
10	6,654.5	6,261.0	393.5	6.2%	98.5	1.6%	12%	False	True	124,254
20	6,861.5	6,261.0	600.5	9.5%	93.0	1.5%	8%	False	True	114,178
40	6,861.5	6,173.5	688.0	10.9%	80.5	1.3%	20%	False	False	102,236
60	6,861.5	6,159.5	702.0	11.1%	80.5	1.3%	21%	False	False	99,861
80	6,861.5	6,157.0	704.5	11.2%	73.5	1.2%	22%	False	False	90,553
100	6,861.5	6,036.0	825.5	13.1%	66.5	1.1%	33%	False	False	72,513
120	6,861.5	5,793.5	1,068.0	16.9%	59.5	0.9%	48%	False	False	60,451

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,799.0
2.618	6,632.0
1.618	6,529.5
1.000	6,466.0
0.618	6,427.0
HIGH	6,363.5
0.618	6,324.5
0.500	6,312.0
0.382	6,300.0
LOW	6,261.0
0.618	6,197.5
1.000	6,158.5
1.618	6,095.0
2.618	5,992.5
4.250	5,825.5

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	6,312.0	6,334.5
PP	6,311.0	6,326.0
S1	6,310.0	6,317.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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